+419.8%
TXN vs ADBE
+154.3%
+265.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.3% |
| 7D | +4.0% | -5.4% | +9.3% | +6.1% |
| 30D | -2.9% | -2.5% | -0.3% | -2.5% |
| 3M | -9.1% | +15.3% | -24.4% | -16.1% |
| 6M | +36.6% | -7.8% | +44.5% | +35.3% |
| YTD | +57.5% | -27.9% | +85.4% | +73.1% |
| 1Y | +49.5% | -28.0% | +77.6% | +64.1% |
| 3Y | +76.5% | -55.3% | +131.9% | +128.9% |
| 5Y | +62.4% | -61.7% | +124.1% | +118.6% |
| All | +419.8% | +154.3% | +265.5% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADBE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling